Realized profit

[traderpards]

It looks like we're both wrong.

Check out the screen shots. 1 trade for 40 ticks = $400. If you subtract the commission for one contract, the right answer should be 394.50.

It looks like you're subtracting an extra side and I'm subtracting an extra contract's worth of commissions. However, same base class strategy, same day and the RTY calculations are correct - they match up with yours.

So I have no idea why we're both right sometimes and we're both wrong sometimes. I don't think I've noticed whether or not a time exists where one of us is right and the other one of us is wrong.

Do you think it would be much easier for everyone if you made the commission available for us to just get, instead of having to rely on what you're doing. (I'm doing what I did in the script below, getting the commission from you and multiplying times 2 and sometimes it works and sometimes it doesn't.)

1st attachment - My results for RTY
2nd attachment - My results for CL
3rd attachment - what I'm entering for commissions
4th attachment - Your results.

[NinjaTrader_PatrickH]

Hello traderpards,

Thank you for your update.

As I go through the EMAtest, I have some concerns on the logic. You rely on bools that are not supported it would seem. These bools are the Order.IsLong/IsShort and the Execution.IsExitStrategy/IsEntryStrategy. I would recommend you implement another means to determine the side of the market the order or execution is for. I would also suggest in line with the prior sentence to implement only checking commission on the fill of the order and not the partial fill.

Please let me know if you can implement these changes and still see different results.

Unfortunately, the Commissions templates are not exposed to pull their information from.

[traderpards]

OK, I'll try that... But me using unsupported variables doesn't explain why the Ninjatrader output was wrong.

Thanks...